+61.0%
CSCO vs LUNR
+72.6%
-11.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.7% |
| 7D | -1.1% | -0.5% | -0.5% | -1.1% |
| 30D | -10.8% | -11.3% | +0.5% | -10.1% |
| 3M | -9.2% | -44.9% | +35.7% | -5.6% |
| 6M | +39.5% | -17.3% | +56.9% | +40.5% |
| YTD | +41.5% | -9.9% | +51.4% | +40.8% |
| 1Y | +61.0% | +76.1% | -15.2% | +49.3% |
| All | +61.0% | +72.6% | -11.6% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LUNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling